My first thoughts are for a block heater maybe? Wouldn't surprise me if Ford left the loom in there. They have a habit of leaving mysterious looms here and there.
That is the Connector Position Assurance Clip. It's used to disconnect the HVB from the system in the event of an accident. You pull up on the clip and insert a pin as a lock-out.
Here's the Rescue Card for the Mach E which uses the same system. Oddly, the Rescue Card for the Escape HEV/PHEV appears to just say disconnect the 12V battery.